Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,02% | 97,75 % | 98,75 % | 100 000 | 100 000 | 25 154 | 25 154 | 24 578 USD | 24 829 USD | 94,89% | 94,89% |
14/08/2024 | 1,01% | 97,90 % | 98,90 % | 100 000 | 100 000 | 24 404 | 24 404 | 23 885 USD | 24 129 USD | 92,65% | 92,65% |
13/08/2024 | 1,02% | 98,05 % | 99,05 % | 100 000 | 100 000 | 21 824 | 21 824 | 21 351 USD | 21 570 USD | 94,12% | 94,12% |
12/08/2024 | 1,02% | 97,50 % | 98,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 567 USD | 98 567 USD | 17,11% | 17,11% |
09/08/2024 | 1,04% | 95,25 % | 96,25 % | 100 000 | 100 000 | 27 755 | 27 755 | 26 500 USD | 26 778 USD | 98,33% | 98,33% |
08/08/2024 | 1,05% | 94,85 % | 95,85 % | 100 000 | 100 000 | 29 545 | 29 545 | 28 072 USD | 28 368 USD | 79,89% | 79,89% |
07/08/2024 | 1,04% | 95,45 % | 96,45 % | 10 000 | 10 000 | 10 000 | 10 000 | 9 566 USD | 9 666 USD | 98,83% | 98,83% |
06/08/2024 | 1,05% | 94,70 % | 95,70 % | 100 000 | 100 000 | 24 478 | 24 478 | 23 189 USD | 23 434 USD | 84,48% | 84,48% |
02/08/2024 | 1,01% | 97,25 % | 98,25 % | 10 000 | 10 000 | 63 383 | 63 383 | 62 246 USD | 62 879 USD | 96,28% | 96,28% |
30/07/2024 | 1,02% | 97,40 % | 98,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 331 USD | 98 331 USD | 46,46% | 46,46% |